Detail výsledku

Automated threshold selection for parametric and non-parametric estimates of intensity-duration-frequency curves

HOLEŠOVSKÝ, J.; FUSEK, M.; MICHÁLEK, J. Automated threshold selection for parametric and non-parametric estimates of intensity-duration-frequency curves. In Mathematical Methods in Science and Engineering. Advances in Mathematical and Computational Methods. Mathematics and Computers in Science and Engineering Series. Athens: 2014. p. 114-118. ISBN: 978-1-61804-256-9. ISSN: 2227-4588.
Typ
článek ve sborníku konference
Jazyk
anglicky
Autoři
Holešovský Jan, Ing., Ph.D., ÚM (FSI)
Fusek Michal, Ing., Ph.D., UMAT (FEKT)
Michálek Jaroslav, doc. RNDr., CSc., FSI (FSI), ÚM (FSI)
Abstrakt

When dealing with extreme values estimation, the threshold models are often used. However, a proper threshold selection is one of the problems which have to be solved. In this paper, we concentrate on this issue in order to compare an automated threshold selection based on multiple-threshold model with double bootstrap technique based on semi-parametric estimation. A case study is carried out to evaluate estimations of intensity-duration-frequency curves which represent commonly used hydrological tool. A special attention is also paid to the assessment of an impact of the series length on the estimation quality.

Klíčová slova

extreme value theory; threshold selection; IDF curves; bootstrap

Rok
2014
Strany
114–118
Časopis
Advances in Mathematical and Computational Methods, ISSN 2227-4588
Sborník
Mathematical Methods in Science and Engineering
Řada
Mathematics and Computers in Science and Engineering Series
Konference
Mathematical Methods & Computational Techniques in Science & Engineering
ISBN
978-1-61804-256-9
Místo
Athens
BibTeX 
@inproceedings{BUT110889,
  author="Jan {Holešovský} and Michal {Fusek} and Jaroslav {Michálek}",
  title="Automated threshold selection for parametric and non-parametric estimates of intensity-duration-frequency curves",
  booktitle="Mathematical Methods in Science and Engineering",
  year="2014",
  series="Mathematics and Computers in Science and Engineering Series",
  journal="Advances in Mathematical and Computational Methods",
  pages="114--118",
  address="Athens",
  isbn="978-1-61804-256-9",
  issn="2227-4588"
}
Pracoviště
Ústav matematiky (ÚM)
Ústav matematiky (UMAT)
Nahoru